CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 19-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2012 |
19-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0792 |
1.0781 |
-0.0011 |
-0.1% |
1.0610 |
| High |
1.0831 |
1.0816 |
-0.0015 |
-0.1% |
1.0838 |
| Low |
1.0771 |
1.0760 |
-0.0011 |
-0.1% |
1.0560 |
| Close |
1.0774 |
1.0796 |
0.0022 |
0.2% |
1.0801 |
| Range |
0.0060 |
0.0056 |
-0.0004 |
-6.7% |
0.0278 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
27,431 |
28,846 |
1,415 |
5.2% |
95,673 |
|
| Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0959 |
1.0933 |
1.0827 |
|
| R3 |
1.0903 |
1.0877 |
1.0811 |
|
| R2 |
1.0847 |
1.0847 |
1.0806 |
|
| R1 |
1.0821 |
1.0821 |
1.0801 |
1.0834 |
| PP |
1.0791 |
1.0791 |
1.0791 |
1.0797 |
| S1 |
1.0765 |
1.0765 |
1.0791 |
1.0778 |
| S2 |
1.0735 |
1.0735 |
1.0786 |
|
| S3 |
1.0679 |
1.0709 |
1.0781 |
|
| S4 |
1.0623 |
1.0653 |
1.0765 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1567 |
1.1462 |
1.0954 |
|
| R3 |
1.1289 |
1.1184 |
1.0877 |
|
| R2 |
1.1011 |
1.1011 |
1.0852 |
|
| R1 |
1.0906 |
1.0906 |
1.0826 |
1.0959 |
| PP |
1.0733 |
1.0733 |
1.0733 |
1.0759 |
| S1 |
1.0628 |
1.0628 |
1.0776 |
1.0681 |
| S2 |
1.0455 |
1.0455 |
1.0750 |
|
| S3 |
1.0177 |
1.0350 |
1.0725 |
|
| S4 |
0.9899 |
1.0072 |
1.0648 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0838 |
1.0627 |
0.0211 |
2.0% |
0.0079 |
0.7% |
80% |
False |
False |
28,833 |
| 10 |
1.0838 |
1.0450 |
0.0388 |
3.6% |
0.0085 |
0.8% |
89% |
False |
False |
18,952 |
| 20 |
1.0838 |
1.0396 |
0.0442 |
4.1% |
0.0072 |
0.7% |
90% |
False |
False |
9,647 |
| 40 |
1.0838 |
1.0131 |
0.0707 |
6.5% |
0.0051 |
0.5% |
94% |
False |
False |
4,829 |
| 60 |
1.0838 |
1.0085 |
0.0753 |
7.0% |
0.0044 |
0.4% |
94% |
False |
False |
3,229 |
| 80 |
1.0838 |
1.0085 |
0.0753 |
7.0% |
0.0037 |
0.3% |
94% |
False |
False |
2,422 |
| 100 |
1.1061 |
1.0085 |
0.0976 |
9.0% |
0.0029 |
0.3% |
73% |
False |
False |
1,938 |
| 120 |
1.1113 |
1.0085 |
0.1028 |
9.5% |
0.0025 |
0.2% |
69% |
False |
False |
1,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1054 |
|
2.618 |
1.0963 |
|
1.618 |
1.0907 |
|
1.000 |
1.0872 |
|
0.618 |
1.0851 |
|
HIGH |
1.0816 |
|
0.618 |
1.0795 |
|
0.500 |
1.0788 |
|
0.382 |
1.0781 |
|
LOW |
1.0760 |
|
0.618 |
1.0725 |
|
1.000 |
1.0704 |
|
1.618 |
1.0669 |
|
2.618 |
1.0613 |
|
4.250 |
1.0522 |
|
|
| Fisher Pivots for day following 19-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0793 |
1.0796 |
| PP |
1.0791 |
1.0796 |
| S1 |
1.0788 |
1.0796 |
|